Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,248.6 |
1,245.0 |
-3.6 |
-0.3% |
1,229.0 |
High |
1,253.3 |
1,251.9 |
-1.4 |
-0.1% |
1,253.3 |
Low |
1,242.7 |
1,240.7 |
-2.0 |
-0.2% |
1,226.6 |
Close |
1,247.2 |
1,248.5 |
1.3 |
0.1% |
1,248.5 |
Range |
10.6 |
11.2 |
0.6 |
5.7% |
26.7 |
ATR |
14.1 |
13.9 |
-0.2 |
-1.5% |
0.0 |
Volume |
234,768 |
207,568 |
-27,200 |
-11.6% |
1,070,754 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,275.8 |
1,254.7 |
|
R3 |
1,269.4 |
1,264.6 |
1,251.6 |
|
R2 |
1,258.2 |
1,258.2 |
1,250.6 |
|
R1 |
1,253.4 |
1,253.4 |
1,249.5 |
1,255.8 |
PP |
1,247.0 |
1,247.0 |
1,247.0 |
1,248.3 |
S1 |
1,242.2 |
1,242.2 |
1,247.5 |
1,244.6 |
S2 |
1,235.8 |
1,235.8 |
1,246.4 |
|
S3 |
1,224.6 |
1,231.0 |
1,245.4 |
|
S4 |
1,213.4 |
1,219.8 |
1,242.3 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.9 |
1,312.4 |
1,263.2 |
|
R3 |
1,296.2 |
1,285.7 |
1,255.8 |
|
R2 |
1,269.5 |
1,269.5 |
1,253.4 |
|
R1 |
1,259.0 |
1,259.0 |
1,250.9 |
1,264.3 |
PP |
1,242.8 |
1,242.8 |
1,242.8 |
1,245.4 |
S1 |
1,232.3 |
1,232.3 |
1,246.1 |
1,237.6 |
S2 |
1,216.1 |
1,216.1 |
1,243.6 |
|
S3 |
1,189.4 |
1,205.6 |
1,241.2 |
|
S4 |
1,162.7 |
1,178.9 |
1,233.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,253.3 |
1,226.6 |
26.7 |
2.1% |
11.5 |
0.9% |
82% |
False |
False |
214,150 |
10 |
1,253.3 |
1,196.8 |
56.5 |
4.5% |
12.5 |
1.0% |
92% |
False |
False |
210,376 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.6% |
12.8 |
1.0% |
77% |
False |
False |
223,671 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.6% |
13.6 |
1.1% |
80% |
False |
False |
219,363 |
60 |
1,264.9 |
1,139.8 |
125.1 |
10.0% |
14.0 |
1.1% |
87% |
False |
False |
156,333 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.2 |
1.1% |
88% |
False |
False |
118,331 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
15.5 |
1.2% |
56% |
False |
False |
95,614 |
120 |
1,343.9 |
1,127.2 |
216.7 |
17.4% |
14.9 |
1.2% |
56% |
False |
False |
80,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.5 |
2.618 |
1,281.2 |
1.618 |
1,270.0 |
1.000 |
1,263.1 |
0.618 |
1,258.8 |
HIGH |
1,251.9 |
0.618 |
1,247.6 |
0.500 |
1,246.3 |
0.382 |
1,245.0 |
LOW |
1,240.7 |
0.618 |
1,233.8 |
1.000 |
1,229.5 |
1.618 |
1,222.6 |
2.618 |
1,211.4 |
4.250 |
1,193.1 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.8 |
1,248.0 |
PP |
1,247.0 |
1,247.5 |
S1 |
1,246.3 |
1,247.0 |
|